Asymptotic variance of test statistics in the ML and QML frameworks (Q2223179)
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English | Asymptotic variance of test statistics in the ML and QML frameworks |
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Asymptotic variance of test statistics in the ML and QML frameworks (English)
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28 January 2021
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maximum likelihood (ML)
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quasi-maximum likelihood (QML)
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variance
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asymptotic variance
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inference
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test statistics
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skewness statistic
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kurtosis statistic
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Cox statistic
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information matrix test
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Durbin's \(h\)-statistic
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